I really dislike the musical direction of Empire's Bespin act, so I prefer Jedi almost by default. A New Hope is the best though, because it just feels so much more special. They all have wonderful moments that became iconic, though.

As a kid, I always preferred A New Hope as the best, I loved Jedi and I didn't feel too much for Empire. Now as an adult with a better understanding of the story (instead of just watching lightsabres, laser guns, spaceships and teddy bears) my taste has completely changed. I now prefer Empire as my favorite. Great story and darker tone. A New Hope falls to second (but only just) and Jedi, whereas more fun, falls down the pecking order mainly due to the poxy Ewoks.

+1 for Jedi as a kid. I was four, and the right age to get excited about its release - I had the figures and the sticker book. My hype was sky-high when those adverts for the Speeder Bike came out, where they were using the dining table/chair legs as trees.

Edit - this one:

I'd go so far as to say that it was my first example of getting on board the hype train.

Oh, and as a four-year-old (probably five by the time I finally saw it, on video, at a friend's because we didn't have a vcr) I loved the Ewoks, and I loved the fact they beat the stormtroopers.